It might sound exciting to put on a completely different face and identity but it takes a whole lot of effort to actually get into character. The business of disguise for spies is actually very dangerous work.
Since the risk of blowing their cover could sometimes to lead to incarceration or even death, they need to make sure that they are able to get under the skin of the characters they try to portray.
In this Wired video, former CIA chief Jonna Mendez tells us how they do it. You may also read more about it on this article on Wired.